You need to hex-edit prince.exe...
...but first I have to figure out what to modify.

First, I assume you are using version 1.0 of PoP.
In the EXE, there is a table with the names of guard DAT files.
It is immediately followed by other string tables, and finally the "guard type per level" table:

This means you can use files named "C", "E", "V", "DUNGEON" or "PALACE" as a guard DAT.
(Yes, these names look odd, but it's easier to use what is already there.)
Note that there is no .DAT after the names.

To use the new types, you need to hex-edit the "guard type per level" table (in PRINCE.EXE).
(CusPop has this feature, but it allows only the "normal" types.)
It looks like this: (Search for the second row with the hex editor.)

Choose the level where you want the new guard type: from the first 00, go right levelnumber*2 bytes.
Then write the number of the new guard type.
For example, if you want level 2 to use a file called "C", then from the first 00, go right 2*2=4 bytes, and change that byte to 06 (or 07).

To make a new DAT file with these new names, you can make it with PR using the filename of an existing type, and then rename the file.